TY - RPRT AU - Martinet, Guillaume Gaetan AU - McAleer, Michael PY - 2014 SN - 2341-2356 UR - https://hdl.handle.net/20.500.14352/41608 AB - Of the two most widely estimated univariate asymmetric conditional volatility models, the exponential GARCH (or EGARCH) specification can capture asymmetry, which refers to the different effects on conditional volatility of positive and negative... LA - eng KW - Leverage KW - asymmetry KW - Existence KW - Stochastic process KW - asymptotic properties KW - Invertibility. TI - On the Invertibility of EGARCH TY - technical report VL - 2014 ER -